1.33Open1.26Pre Close495 Volume801 Open Interest275.00Strike Price100.11KTurnover19.84%IV0.60%PremiumOct 11, 2024Expiry Date1.13Intrinsic Value100Multiplier4DDays to Expiry1.64Extrinsic Value100Contract SizeAmericanOptions Type-0.5430Delta0.0699Gamma97.12Leverage Ratio-0.2831Theta-0.0146Rho-52.74Eff Leverage0.1140Vega